org.drip.sample.fra

Class FRAStandardOptionAnalysis

java.lang.Object

org.drip.sample.fra.FRAStandardOptionAnalysis

public class FRAStandardOptionAnalysis
extends java.lang.Object

FRAStandardOptionAnalysis contains the demonstration of the custom volatility-correlation analysis of Option on a Standard Multi-Curve FRA.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FRAStandardOptionAnalysis()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FRAStandardOptionAnalysis

public FRAStandardOptionAnalysis()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception